+70.5%
DOCN vs MOH
-11.0%
+81.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.7% |
| 7D | -19.2% | +2.1% | -21.2% | -19.2% |
| 30D | -43.1% | +7.3% | -50.3% | -43.4% |
| 3M | -40.7% | +8.9% | -49.6% | -41.2% |
| 6M | -55.0% | +5.8% | -60.8% | -55.4% |
| YTD | +50.6% | +20.4% | +30.2% | +45.6% |
| 1Y | +54.0% | +42.1% | +11.9% | +45.3% |
| 3Y | +203.9% | -40.0% | +243.9% | +216.3% |
| 5Y | -29.4% | -31.3% | +1.9% | -32.0% |
| All | +70.5% | -11.0% | +81.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling